中国科学院数学与系统科学研究院期刊网

Systems Engineering - Theory & Practice 2016 Vol.36

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Spatial interaction theory-based credit risk contagion model under multi-factor coupling for the CRT market
CHEN Tingqiang, LI Xindan, WANG Jining
Systems Engineering - Theory & Practice    2016, 36 (1): 1-14.   DOI: 10.12011/1000-6788(2016)01-0001-14
Abstract1069)      PDF(pc) (1116KB)(1347)       Save
In this paper we establish an entropy spatial model of credit risk contagion in the credit risk transfer (CRT) market which considers the effects of spatial factors, industry-specific factors, regional financial factors and individual factors of the CRT market on credit risk contagion in the CRT market. We use numerical simulation to analyze and describe the influence and active mechanism of the spatial distance and transmission capacity between banks and investors in the CRT market, banks' asset quality and credit risk transfer ability, investors' asset scale and risk preference level, financial development level of investors in the region and the homoplasy between banks and investors in the region on credit risk contagion in the CRT market. This contribution explicitly formalizes the connection between probability and spatial factors, and provides a new idea and theoretical framework for the study of credit risk contagion in a spatial context.
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Media coverage, underwriter reputation, and IPO turnover
WU Chao, XUE Youzhi
Systems Engineering - Theory & Practice    2016, 36 (1): 15-26.   DOI: 10.12011/1000-6788(2016)01-0015-12
Abstract557)      PDF(pc) (754KB)(845)       Save
Using initial public offerings (IPO) company data between 2009 and 2014, we examine the relationship between media coverage and turnover on the first day of initial public offerings. The media attention is positively related with the turnover rate on the first day of IPO, which is examined when the reputation of the underwriter is low. The relation of media attention and IPO turnover is weakened by the strong signal effect of high-reputation underwriter. Furthermore, we divide the sample into two sub-samples by the policy changes, one with IPO companies before the policy change in 2013, the other with IPO companies after the policy change in 2013. It turns out that the effect of media sentiment on IPO turnover disappears after the policy change, which may be explained by the substitution between policy changing and information dissemination of media. Using an IPO sample to eliminate the other interferences, the paper verifies the infomediary role of media in information market, and detects the environment under which it works.
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The analysis of personal income tax and consumption tax policy: Based on computable general equilibrium (CGE)
WANG Hui, ZHANG Shunming, ZHOU Rui, WANG Yanyi
Systems Engineering - Theory & Practice    2016, 36 (1): 27-43.   DOI: 10.12011/1000-6788(2016)01-0027-17
Abstract564)      PDF(pc) (1235KB)(938)       Save
New individual income tax rates take effect on September 1, 2011. Besides these direct taxes, indirect taxes, such as consumption tax, also have an impact on individual's disposable income. How do these different taxes influence the welfare of society and economic activity in China? What are the suggestions given to policymakers? The research analyzes how personal income tax and consumption tax influence all aspects of the society, ranging from international trade to GDP. This paper builds a computable general equilibrium model and employs the 2010 national statistical data to indicate that both the reduction of consumption rate and personal income tax rate for individuals in rural areas and the increase of personal income tax rate for ones in urban will improve the welfare and income of rural population. Furthermore, expansion of imports in primary industry and decline of exports in secondary industry will raise the people's living standards, increase the overall well-being and promote the growth of domestic production. Besides, when net imports in primary industry and net exports in secondary industry increase simultaneously, the macroeconomic indicators will be better of at the cost of huge shock to primary industry. Finally, this paper indicates that elasticity of substitution in utility function has less effect on welfare compared to elasticity of substitution in production function.
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Information content of the hidden factor: Evidence from the China's treasury bond market
ZHENG Zhenlong, LIAO Muying, CHEN Rong, HUANG Haifeng
Systems Engineering - Theory & Practice    2016, 36 (1): 44-54.   DOI: 10.12011/1000-6788(2016)01-0044-11
Abstract441)      PDF(pc) (967KB)(584)       Save
The hidden factor is the information that has no or little effect on the current interest rate curve but affects the expected interest rates. Using the hidden factor idea proposed by Duffee, we find that the variance ratio of the five-factor model in China's treasury bond market is only 0.41, which confirms the existence of the hidden factor. Then we exclude the interest rate curve information from the risk premium factor to get the hidden factor, and confirm that the hidden factor in China does contain a wealth of economic information content. It is closely linked with the inflation and the macro-liquidity, especially the inflation information. But the hidden factor has little to do with the economic growth information. At last we find the hidden factor in China has rather great power on predicting future interest rate.
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Industrial cluster core structure and its index system
ZHAO Bingxin, DU Peilin, XIAO Wenwen, ZHANG Jianghua
Systems Engineering - Theory & Practice    2016, 36 (1): 55-62.   DOI: 10.12011/1000-6788(2016)01-0055-08
Abstract768)      PDF(pc) (1945KB)(932)       Save
Inter industry linkage combines with inter agency relation to form a network, which is called industrial cluster. Industrial cluster is an important field for studying regional growth, competitiveness, and innovation diffusion. Studying the linkage structure of elements constituting the industrial cluster is of great significance. However, there are few research achievements in this field, especially the quantitative ones. Based on industrial network theory, from the perspective of product linkage, this paper describes the industrial cluster as a network among sectors, and proposes a special structure of industrial cluster, that is, the core structure of industrial cluster, then puts forward a quantitative index system of core structure of industrial cluster, including the aggregation coefficient, radiation factor and centrality coefficient etc. The practical calculation example shows that the index system can describe the characteristics of industrial cluster in different regions, reflect the differences in competitiveness among regions and is an effective method for interpreting competitiveness using industrial cluster core structure.
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The influence of aspect-based opinions on user's purchase intention using sentiment analysis of online reviews
WANG Wei, WANG Hongwei
Systems Engineering - Theory & Practice    2016, 36 (1): 63-76.   DOI: 10.12011/1000-6788(2016)01-0063-14
Abstract923)      PDF(pc) (911KB)(1311)       Save
The electronic word-of-mouth (e-WOM) is one of the most important among all the factors that may affect consumers' behaviors. Opinions toward a product through online reviews will influence purchase decisions of consumers by changing their perceptions on the quality of that product. Furthermore each product aspect may affect consumers' intentions differently. Thus, sentiment analysis and econometric models are incorporated to explore the relation of purchase intentions with aspect-opinion pairs, which can be used to estimate the weight of product aspects. We first identify product aspects and reduce the dimension to extract aspect-opinion pairs. Next the information gain for each aspect is calculated through entropy theory. Based on sentiment polarity and sentiment strength, we construct an econometric model by integrating the information gain to quantify the aspect's weight. We track 386 digital cameras on Amazon for 39 months, and the experimental results show that the aspect weight for digital cameras is detected more precisely than TF-ID and HAC algorithms. The results bridge product aspects and consumption intention to facilitate the e-WOM based marketing.
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Study on the effect of personal carbon trading scheme on consumers' energy consumption
LI Jun, WANG Shanyong, FAN Jin, ZHAO Dingtao
Systems Engineering - Theory & Practice    2016, 36 (1): 77-85.   DOI: 10.12011/1000-6788(2016)01-0077-09
Abstract842)      PDF(pc) (883KB)(44095)       Save
The global warming problem caused by carbon emissions has significantly influence the sustainable development of human society. Nowadays, more and more countries and regions are taking measures to cope with this problem. Researches indicated that consumers' energy consumption has a significant influence on the carbon emissions. To guide, regulate and motivate consumers' energy consumption behavior is benefit to make a low-carbon energy consumption pattern, which has an important theoretical and realistic significance. Based on the personal carbon trading scheme, we construct an energy use choice model and analyze the market equilibrium of the carbon trading. It is shown that personal carbon trading scheme can motivate consumers to choose clean energy and to make a low-carbon energy consumption pattern. The supply curve of the carbon allowance is different from the general commodity supply curve. When the carbon price increases, the supply quantity of the carbon allowance will decrease. The initial allocated carbon allowance should be set at an appropriate level, thus, the carbon trading among consumers can be achieved.
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The online traveling salesman problem with real-time rejection options and advanced information
LIAN Wenqi, XU Yinfeng
Systems Engineering - Theory & Practice    2016, 36 (1): 86-93.   DOI: 10.12011/1000-6788(2016)01-0086-08
Abstract594)      PDF(pc) (748KB)(701)       Save
Due to the fact that, some fast food restaurants which provide take away service may refuse some delivery orders when they receive requests from customers so as to improve efficiency and cut cost. This results in some forms of penalty, like reputation damage, etc. To achieve the goal of minimizing the whole time of serving plus the total penalties of all rejected requests, we propose the real-time version of online travelling salesman problem (OL-TSP) with rejection options and advanced information. We proposed lower bounds and algorithms on the non-negative real line and the real line. These conclusions are more general than the results in the real-time version of online TSP with rejection options.
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Modeling and analyzing methods of user-innovation knowledge in enterprise communities based on weighted knowledge network
LIAO Xiao, LI Zhihong, XI Yunjiang
Systems Engineering - Theory & Practice    2016, 36 (1): 94-105.   DOI: 10.12011/1000-6788(2016)01-0094-12
Abstract484)      PDF(pc) (4996KB)(618)       Save
User-innovation knowledge, as the important source of product and service innovation, is of significance to enterprises. In this paper, we propose a discovering and analyzing method to study the user-innovation knowledge in enterprises' virtual communities based on weighted knowledge network (WKN). First, the user-innovation knowledge presented as forum posts in virtual communities was acquired through the method of web content mining. After processing, the frequency of keywords and the attention degree of each post and keyword were calculated and then were given as two types of node's weight in this WKN model. Next, based on the WKN model, the core knowledge and the relations between knowledge were identified by analyzing the nodes, edges, weights and the ego networks in the WKN model. Finally, Xiaomi community and Huawei community were taken as the study cases to verify the validity of the methods. Compared with the existing method of knowledge discovering, the presented methods are more clearly and thoroughly to identify knowledge and the inter-relations between knowledge points, and it also provides a new tool to study the user-innovation knowledge in enterprise virtual communities.
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Marginal utility function based optimal human resource management model
LI Yang, WANG Jue
Systems Engineering - Theory & Practice    2016, 36 (1): 106-112.   DOI: 10.12011/1000-6788(2016)01-0106-07
Abstract655)      PDF(pc) (667KB)(1444)       Save
In this paper, a human resource management model is presented based on the law of diminishing marginal utility from the economics. The proposed method can provide the optimal cost investment program at any given level of total utility or inputs cost, which could enable the optimization of human resources allocation. Simulation results show that the proposed model can improve resource utilization, the quality and efficiency of human resource management with great practical guidance on human resource management practices.
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The research on the influence of cognitive hierarchy and belief update on the individuals' cooperative behavior of the game
ZHENG Junjun, SHAO Xiangmin, HAN Xiao, CHEN Zhiyuan
Systems Engineering - Theory & Practice    2016, 36 (1): 113-120.   DOI: 10.12011/1000-6788(2016)01-0113-08
Abstract536)      PDF(pc) (626KB)(724)       Save
This thesis is to introduce cognitive hierarchy model into the fictitious play and to research the heterogeneous cognitive levels of individuals. Beliefs learning and update rules have an effect on the final equilibrium convergence of coordination game. Research shows that the high cognitive level player's strategy choice depends on the belief attached to the strategy choice of low order cognitive level; player's strategy choice is related to its belief involved in initial strategy choice of its opponent; belief update and game rounds affect the cooperation level of the final game system.
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Repeated snowdrift game on tunable scale-free networks
WANG Zhe, YAO Hong, DU Jun, PENG Xingzhao, DING Chao
Systems Engineering - Theory & Practice    2016, 36 (1): 121-126.   DOI: 10.12011/1000-6788(2016)01-0121-06
Abstract519)      PDF(pc) (660KB)(636)       Save
The emergence of cooperation on complex networks is of great importance. In order to investigate the effects of scale-free network's topology features on cooperation density of repeated snowdrift game with Schlag replication strategy, in the frame of tunable scale-free networks (a power-law-alterable scale-free network model and a clustering coefficient alterable scale-free model), the relation of scale-free network's power-law exponent, clustering coefficient, average degree and the cooperation density on the networks was researched. The results show that the network's cooperation level is consistent with uniformity of the network and can be enhanced by a highly clustered topology, in other words, the higher the power-law exponent of a network and the less clustered of a network, the weaker of the network's cooperation; the relation between average degree and cooperation density is non-monotonic.
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Analysis on the risk prevention strategies of prosecution-related letters and visits based on game theory models
LI Xuerong, WANG Xiaoxin, QIAO Han
Systems Engineering - Theory & Practice    2016, 36 (1): 127-135.   DOI: 10.12011/1000-6788(2016)01-0127-09
Abstract568)      PDF(pc) (891KB)(760)       Save
Because of the complexity, sensitivity and high-risk of prosecution-related letters and visits, any carelessness in reception could cause social problems of harm to people's lives and property safety. This paper is the first attempting to analyze risk prevention strategies of prosecution-related letters and visits using game theory models. Static game models of incomplete information are established to analyze trial strategies; dynamic game models of incomplete information are established to analyze reception strategies. The equilibrium outcomes show that there exist unreasonable factors in the reception strategies of the People's Court, and scientific early warning systems could prevent risk of prosecution-related letters and visits, and efficiently allocate judicial resources. In the perspective of the People's Court, this paper combines equilibrium outcomes of games and risk early warning models, and proposes risk prevention and coping strategies of prosecution-related letters and visits.
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Counterterrorism analysis based on Hotelling model
LIU Zhongyi, ZHAI Xin, GAO Yan, ZHANG Fusong
Systems Engineering - Theory & Practice    2016, 36 (1): 136-144.   DOI: 10.12011/1000-6788(2016)01-0136-09
Abstract464)      PDF(pc) (565KB)(587)       Save
Terrorist attack has been one of the main threats that jeopardize public security. We study the defense competition problem between two vulnerable targets. We take into consideration the spatial factors for the first time and derive the optimal defense scope based on Hotelling model. By exploring both simultaneous game and sequential game respectively, we find the former leads to defense competition while the latter may cause free-ride behavior. When the two targets are symmetric, no matter which game is considered, the more valuable the target is, the less probability the target will be attacked. Compared with enlarging defense scope, increasing defense density is more efficient in improving defense level. The optimal defense scope is independent of the target value in the simultaneous game and depends on the target value in the sequential game. The findings in this paper provide guidance in building up defensive structure for different targets.
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Research on composability evaluation criteria of simulation model based on context
CHEN Chao, XIE Jiang, ZHANG Chunxia, LI Chao, WU Tao
Systems Engineering - Theory & Practice    2016, 36 (1): 145-153.   DOI: 10.12011/1000-6788(2016)01-0145-09
Abstract449)      PDF(pc) (672KB)(553)       Save
The composability of simulation models is the core of research of the theory and method of composable simulation. Based on the composition-oriented M&S framework, the significance of the "context" to composability evaluation was described. Through the formal definitions of the application context, the model context and their relationship with the composability, the validity of composability is to determine whether the model context of simulation models and their composition is true under the restriction of the application context, therefore, based on the interface pruning and behavior pruning in the model context, the conditions of model composition which meet the application requirements were put forward, and then the criteria for the four IO levels were induced. The criteria not only help to clearly describe the research level and content of composability evaluation, but also help to carry out the engineering practice of composable design and simulation models' maturity.
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Berth allocation model based on direct transshipment of trunk line and feeder vessels at container terminals
ZENG Qingcheng, FENG Yuanjun, DU Pan
Systems Engineering - Theory & Practice    2016, 36 (1): 154-163.   DOI: 10.12011/1000-6788(2016)01-0154-10
Abstract534)      PDF(pc) (1161KB)(572)       Save
In this paper, a new method for transshipment operations at container terminals was proposed, in which parts of the transshipment containers are directly loaded onto trunk line vessels from feeder vessels or vice versa instead of being buffered in storage yard. A berth allocation model based on direct transshipment was developed considering the delay cost of vessels, operation cost of trucks and yard cranes. To solve the model, a heuristic algorithm was designed. Numerical experiments were provided to illustrate the validity of the model and algorithm. Results indicate that the proposed method can decrease the operation cost, improve transshipment efficiency and thus help to improve the competitiveness of container hub ports.
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Method of bottleneck identification for massive crowd circulating network
MA Jian, XU Sumei, FAN Wenbo, SONG Weiguo
Systems Engineering - Theory & Practice    2016, 36 (1): 164-173.   DOI: 10.12011/1000-6788(2016)01-0164-10
Abstract717)      PDF(pc) (1423KB)(849)       Save
Under scenario of sports events and other kinds of massive gathering, a large amount of people would travel along road networks, thus forming crowded pedestrians. The high density situation might induce in mass panic and stampede, causing serious injuries and casualties. Therefore, it is necessary to firstly understand pedestrian flow features on the corresponding network and then apply proper control method to organize and manage pedestrian flow. Firstly, considering general characteristics of travelers' route choice behavior, all these pedestrians are dynamically assigned onto the road network via a traffic assignment model. Secondly, a nonlinear pedestrian road impedance function is introduced to address the congestion effects of massive crowds, and the pedestrian travel time changing rate is calculated for each link under various traffic volumes. It is proposed to sort the networks links according to the travel time changing rate. The rank is thus defined as a measurement of the structural importance of each link. Further, the structural importance is used to determine link robustness under different pedestrian traffic demand. Combing the result of structural importance and link robustness, bottleneck of the crowd circulating network can be identified. Finally, the Love Parade 2010 in Duisburg (an electronic music festival) is adopted as a case to illustrate the applicability of the proposed network bottleneck identification method. The threshold of pedestrian volume on the network and the effect of road control strategy are further investigated, the obtained basic data and theoretical results can benefit scientific planning and management of massive crowd road traffic.
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The stochastic decomposition structure of the waiting time for M/G/1/∞ queue with N-policy and Min(N,V)-policy
TANG Yinghui, LAN Shaojun
Systems Engineering - Theory & Practice    2016, 36 (1): 174-183.   DOI: 10.12011/1000-6788(2016)01-0174-10
Abstract408)      PDF(pc) (532KB)(569)       Save
In some studies concerning M/G/1/∞ queueing models with N-policy, since the waiting time for a customer arriving during a server off-duty period is no longer independent of the inter-arrival times of customers arriving later, it is difficult to investigate the distribution of equilibrium waiting time, and considerable effort is devoted to study the steady-state queue length and additional queue length of queueing system, while there is relatively little work done on the stationary waiting time and its stochastic decomposition. Due to the fact, in this paper we firstly treat the classical N-policy M/G/1/∞ queueing system. We study the waiting time distribution in equilibrium, and present the stochastic decomposition result of steady-state waiting time as well as the explicit expression for the distribution of additional delay time. Meanwhile, some errors on corresponding results in existed references are pointed out. Further, we consider the M/G/1/∞ queueing systems with multiple server vacations and single server vacation under Min(N,V)-policy. By similar analytical method, we not only obtain the stochastic decomposition result of equilibrium waiting time but also derive the formulas for the mean stationary waiting time and mean additional delay time. Especially, some corresponding results for some special queueing systems can be directly obtained on the basis of the results provided in this paper.
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Research on the number of failures of repairable systems based on imperfect repair model
CUI Tiejun, MA Yundong
Systems Engineering - Theory & Practice    2016, 36 (1): 184-188.   DOI: 10.12011/1000-6788(2016)01-0184-05
Abstract476)      PDF(pc) (556KB)(590)       Save
In order to research the mean failure times of repairable systems in imperfect repair state, Kijima's virtual age model based on the generalized renewal process (GRP) is improved to describe imperfect repair model. The correlative parameters of the process are estimated with maximum likelihood estimation. First failure time and subsequent failures times are obtained by Monte Carlo (MC) simulation. The mean failure times of system is calculated in imperfect repair state and different time. The data follows the Weibull distribution and literatures are combined to simulate according to the model. The mean failure times from that imperfect repair model, perfect repair model and general repair model are compared in different respectively. The results show that before 7000h, the mean failure times of system is determined with imperfect repair model; after 7000h, the mean failure times of system is determined with the mean value of imperfect repair model and general repair model.
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A boosting based ensemble learning algorithm in imbalanced data classification
LI Yijing, GUO Haixiang, LI Yanan, LIU Xiao
Systems Engineering - Theory & Practice    2016, 36 (1): 189-199.   DOI: 10.12011/1000-6788(2016)01-0189-11
Abstract751)      PDF(pc) (897KB)(827)       Save
This paper focused on multi-class imbalanced data classification, proposed a BPSO-Adaboost-KNN ensemble learning algorithm based on feature selection and ensemble learning. What's more, the algorithm used a visual AUCarea metric to evaluate the performance of classifier when dealing with multi-class classification problems. Then the paper used 10 groups of UCI and KEEL data sets to test the proposed algorithm. The results show that the proposed algorithm improves the stability of the Adaboost after extract the key features, and the classification accuracy for ten groups of data are 20%~40% higher than the KNN classifier. When comparing BPSO-Adaboost-KNN with other three state-of-the-art ensemble algorithms, BPSO-Adaboost-KNN can obtain equal or better results. At last, the proposed algorithm is used in oil-bearing of reservoir recognition, three key attributes are selected (acoustic wave, porosity and oil saturation) successfully. The classification precision reaches more than 98% in oilsk81~oilsk85 Jianghan well logging data, which is 20% higher than KNN classifier. Particularly, the proposed algorithm has significant superiority when distinguishing the oil layer from other oil layers.
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Multiple model learn and control optimization design method for complex systems
QIAN Fucai, DIAO Jun, YANG Hengzhan, HUANG Jiaoru
Systems Engineering - Theory & Practice    2016, 36 (1): 200-208.   DOI: 10.12011/1000-6788(2016)01-0200-09
Abstract536)      PDF(pc) (510KB)(817)       Save
High quality control system should have stability, accuracy and rapidity features. This paper studies the high quality control problem for the complex systems under the multiple-model condition. Firstly, the systems' dynamic behavior with different conditions is described using a bank of models. Secondly, regarding the posteriori probabilities as the coordinate variables, multiple model learning and optimization control algorithm is proposed, which proves that the control law proposed in this paper is equivalent to the control law with the real model under the condition of steady state. At the same time, the controller does not need to switch toughly among multiple models. In other words, it is soft switching strategy. Finally, the two simulation results illustrate the effectiveness of the algorithm.
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Research on an approach for split joint coils from small ERW pipe orders
DING Wenying, ZANG Qian, TANG Chao
Systems Engineering - Theory & Practice    2016, 36 (1): 209-218.   DOI: 10.12011/1000-6788(2016)01-0209-10
Abstract418)      PDF(pc) (899KB)(374)       Save
With the diversification and miniaturization of customers' voices, enterprises need more delicacy management to further reduce cost while meeting service needs. This thesis aims to address the issue of purchasing waste by exploring the specifications and the weight of steel coils that an ERW pipe producer needs to figure out before making a steel coil purchasing plan. Firstly, the thesis takes into account the process of rip cutting which transfers steel coil into steel pipe and effectively utilizes width combination to make split joint coils. By integrating the processes constraints, the thesis establishes a mathematical model which aims at maximum use ratio of split joint coils. The problem belongs to a typical NP-HARD. Then, this thesis proposes an improved genetic algorithm in which length of "gene" and chromosomes are both determined by the orders. In the end, the availability of the model and the stability of the algorithm are verified through enough testing examples. The results show that in most cases the use ratio is increased substantially. The approach will provide powerful theoretical and practical support for manufacturers in cost reduction.
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Research on adaptive entropy weight fuzzy c-means clustering algorithm
HUANG Haixin, KONG Chang, YU Haibin, WEN Feng
Systems Engineering - Theory & Practice    2016, 36 (1): 219-223.   DOI: 10.12011/1000-6788(2016)01-0219-05
Abstract464)      PDF(pc) (468KB)(634)       Save
Feature weight algorithm has great impact on the classification results. Traditional algorithms didn't consider distribution information among and inside classes. Therefore, study the impact of ordering degree of feature attributes after clustering, and analyse the distribution of feature attributes, named as adaptive feature entropy weight fuzzy C-means clustering algorithm (AEWFCM), is proposed. Both the clustering features entropy and the information gain are the criteria to adjust feature weights. By clustering iterative optimization weight gradually and continuously updated until the best feature weights obtained. Experimental results show that the AEWFCM algorithm can effectively distinguish the features attributes on the importance of clustering results; and compared with other famous fuzzy C-means clustering algorithms, it can get a higher accuracy in clustering with the same sample.
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Lagrangian relaxation-based scheduling algorithm for operating theatres
ZHOU Binghai, YIN Meng, ZHONG Zhenyi
Systems Engineering - Theory & Practice    2016, 36 (1): 224-233.   DOI: 10.12011/1000-6788(2016)01-0224-10
Abstract586)      PDF(pc) (635KB)(754)       Save
To improve the efficiency of operating theatre effectively, reduce the hospital's costs and improve the satisfaction of patients, an operating theatre scheduling method was presented based on a Lagrangian relaxation (LR) algorithm. Firstly, a problem domain was described. Mathematical programming models were also set up with objective functions of minimizing related costs of the operating theatre and maximizing the satisfaction of patients. On the basis of the descriptions mentioned above, a solving policy of generating feasible scheduling solutions was established. Combining with the specific constraints of operating theatre, the LR-based algorithm was put forward to solve scheduling problems, and the sub-problems were solved via a branch and bound algorithm. Finally, computational experiments were performed on different scale of problems. The performance of the proposed algorithm was evaluated and compared with that of other approaches. Results demonstrated that the proposed method can obtain better near-optimal solutions in acceptable computation time.
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Coding and genetic operators of satisfying network radial constraint and application in distribution network reconfiguration
GAO Yuanhai, WANG Chun, YOU Yukun, JIANG Gui'an, SUN Jia
Systems Engineering - Theory & Practice    2016, 36 (1): 234-242.   DOI: 10.12011/1000-6788(2016)01-0234-09
Abstract484)      PDF(pc) (828KB)(455)       Save
Aiming at the low efficiency of the existing intelligent algorithms in solving the large-scale complex distribution network reconfiguration, a new data structure, called node-depth-degree representation (NDDR), was applied to encode power distribution network, and the NDDR-based genetic operators, which have clear physical meaning, were also constructed. The proposed method could guarantee that the corresponding networks of all chromosomes in the initial population and any chromosome generated in the genetic manipulation satisfy radial constraint, which avoids repeated check and repair of network radial constraint in the existing method and significantly reduces the computational burden. Test results of three sample test systems and three large-scale complex distribution systems show that the optimal solution can be obtained with high probability, which means rapid convergence and good stability of the proposed method. Compared to loop encoding-based GA, NDDR-based GA significantly reduces the computation time and obtains high-quality solution in short time while solving large-scale complex distribution network, which indicates good practical value of the proposed method.
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Operator's situation awareness reliability model in digital main control rooms of nuclear power plants
LI Pengcheng, ZHANG Li, DAI Licao, ZOU Yanhua, QING Tao, HU Hong, ZHAO Ming
Systems Engineering - Theory & Practice    2016, 36 (1): 243-252.   DOI: 10.12011/1000-6788(2016)01-0243-10
Abstract572)      PDF(pc) (773KB)(503)       Save
Situational awareness (SA) is a key element impacting operators' decision-making and performance in nuclear power plants. SA reliability is an important part of human reliability analysis. In order to quantitatively assess SA reliability, the Bayesian network model of operators' SA reliability analysis in digital main control rooms is built by interviewing with operators. Furthermore, a quantitative assessment procedure of SA reliability is established, and the conditional probability distributions of influencing factors are more objectively determined on the basis of the full-size simulator experiment data of nuclear power plants and Bayesian theory. It is used to quantitatively calculate SA reliability, and a case is used to illustrate specific application of the established model. The results show that the model can provide more reliable data and a standardized analysis procedure to support operators' SA reliability evaluation in digital nuclear power plants.
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CA-based dynamic risk assessment of toxic gas leakage accidents
CAO Huan, FAN Tijun, LI Shuxia
Systems Engineering - Theory & Practice    2016, 36 (1): 253-262.   DOI: 10.12011/1000-6788(2016)01-0253-10
Abstract548)      PDF(pc) (1473KB)(628)       Save
To the issue of dynamic risk assessment of toxic gas leakage accidents, based on the cellular automata (CA) theory, dynamic prediction model of toxic gas concentration is formulated at first, and then dynamic individual risk and social risk assessment model of toxic gas leakage accidents is further constructed based on the dynamic prediction model. At last, the proposed model is verified through the simulation of one chlorine gas leakage accident. The results show that the proposed model can simultaneously predict the impact scope of the toxic gas leakage accidents and evaluate the toxic gas concentration, the individual risk, the social risk at any location in the impact scope in real time efficiently, and the dynamic individual risk and social risk assessment outcomes of the toxic gas leakage accidents, which can be obtained through the proposed model in this paper, can provide scientific and effective supports for the emergency evacuation and reasonable emergency resource allocation.
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ANN model for prediction of concentration change of radionuclide based on physical mechanism
HU Tiesong, ZHOU Yanchen, WANG Xianjia
Systems Engineering - Theory & Practice    2016, 36 (1): 263-272.   DOI: 10.12011/1000-6788(2016)01-0263-10
Abstract420)      PDF(pc) (1633KB)(611)       Save
It needs long time to predict radioactive contaminant diffusion in receiving water by using mechanism model based on computational fluid dynamics, which is not applicable in emergency situation under accident condition. In order to shorten the computation time, a new artificial neural network model that combines species transport equation which governs contaminant diffusion and neural network model is proposed, and an improved particle swarm optimization algorithm is used to obtain the weight and threshold values of neural network. In this paper, long half-life radionuclide diffusion in Fushui reservoir after a postulated accident happened in Xianning nuclear power station in Hubei Province is studied as a case. The result shows that this proposed model can basically predict the contaminant diffusion trend, and the prediction result fit well with CFD simulation output. Compared with the conventional black box neural network model and the ones with priori knowledge obtained from data monotone, the priori knowledge obtained from equation of physical mechanism is a stronger constrain, which can make the prediction result more close to the simulation output.
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Review on interdependent-decision analysis methods
SUO Weilan, FENG Bo
Systems Engineering - Theory & Practice    2016, 36 (10): 2449-2464.   DOI: 10.12011/1000-6788(2016)10-2449-16
Abstract1091)      PDF(pc) (1204KB)(2010)       Save
Interdependent-decision analysis is an important research stream in the area of decision sciences in recent years. Particularly, the development of studies on interdependent-decision analysis with cross-organizations, cross-processes, cross-tasks and cross-stages is promoted by supply chain integration and the management of collaboration innovation. Systematic review on the newest trends in this area will contribute to clear the research streams, improve the effectiveness of method application and promote state-of-the-art research development. Firstly, an in-depth analysis of interdependent-decision elements is conducted to clarify the changes of research trends as well as the differences and features of different decision elements in terms of types, structures and information. Then, interdependent-decision analysis methods in the existing literature are classified according to the applicative scenarios. Furthermore, to know the applicable and theoretical values, these methods are compared from the perspectives of principles, innovation and contribution, information processing capabilities and application complexities. Finally, new research opportunities of interdependent-decision analysis methods are discussed.
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Ambiguity and international portfolio choice
ZHANG Shunming, WANG Yanyi, CHEN Zhixian, Ibrayim Basit
Systems Engineering - Theory & Practice    2016, 36 (10): 2465-2476.   DOI: 10.12011/1000-6788(2016)10-2465-12
Abstract613)      PDF(pc) (645KB)(923)       Save
This paper explores the international assets portfolio choice under ambiguity uncertainty. Based on the model developed by Maccheroni, Marinacci and Ruffino, this paper construct an explanation of international portfolio choice among equity markets in 26 major countries and regions impacting on cross-border investments, using OLS regression in cross-sectional and short-panel types with heteroskedasticity. The research finds that the investors are inclined to hold the foreign equities which tend to be more similar to the domestic equities, less pure risky and gaining a positive ambiguity parameter. Besides, this paper also demonstrates that equity home bias exists.
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Contract design of haze index options and pricing by Monte Carlo simulation
LI Shiyun, ZHU Xiaowu
Systems Engineering - Theory & Practice    2016, 36 (10): 2477-2488.   DOI: 10.12011/1000-6788(2016)10-2477-12
Abstract578)      PDF(pc) (1275KB)(886)       Save
Haze weather has negative impact on social economy, business operation and people's health. In contrast to traditional real-economy methods like travel restrictions or emission limitations to control haze pollution, this paper designs and introduces PM2.5-concerntration based haze derivatives, providing a fictitious-economy instrument to hedge haze risks. Using daily data of PM2.5 concentration in Beijing from October 9, 2012 to July 17, 2015, we establish an Ornstein-Uhlenbeck (O-U) model to describe the seasonality in both trend and variance of PM2.5 concentration. Using data from July 18, 2015 to August 17, 2015, we utilize Monte Carlo simulation to obtain as well as examine haze option prices applying martingale pricing approach in the non-arbitrage framework. Empirical results show that simulated haze option prices based on varied index measures display nice accuracy. In demonstrating two examples of option transactions to hedge haze risks, this paper shows the feasibility of the design.
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Return, volatility and investors' risk-preference
QIAO Kenan, QIAO Han
Systems Engineering - Theory & Practice    2016, 36 (10): 2489-2497.   DOI: 10.12011/1000-6788(2016)10-2489-09
Abstract754)      PDF(pc) (726KB)(1047)       Save
For studying the relation between equity's expected return and conditional variance, this article uses SSE-Index daily return and GARCH-MIDAS model to estimate investors' risk-preference. Theoretical model clarifies that their time-series relation is determined by investors' risk-preference when the weight of investors' risky asset is constant. When assuming risk-preference is constant, GARCH-MIDAS shows that investors are risk-neutral. Subsequently, we identify bear/bull market by Markov regime switch model, and study investors' risk-preferences under the two regimes respectively. Results reveal that investors are risk-averse during bear market but risk-seeking during bull market.
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Social capital, technology innovation and the turning-point of resource curse
WAN Jianxiang, MEI Guoping
Systems Engineering - Theory & Practice    2016, 36 (10): 2498-2513.   DOI: 10.12011/1000-6788(2016)10-2498-16
Abstract537)      PDF(pc) (908KB)(883)       Save
Set social capital and technology innovation endogenous, we construct a four-sector endogenous economic growth model, by which we analyze the mechanism how social capital and technology innovation promote economic growth. We conclude that social capital accelerates self-accumulation, leading more labor flow into the technology innovation department, encouraging technology innovation, weakening the crowding-out effect on technology innovation resulting from resource development, cutting off the pathway of the resource curse, fundamentally social capital become the key to break the resource curse. Further, constructing social capital index with government agencies quality and information communication and sharing, using Chinese provincial panel data between 1998-2013, we find that:1) social capital has positive effect on technology innovation and economic growth; 2) with the cross-effect of social capital and technology innovation introduced, the turning point of inverted U curve of resource and economy gradually goes back, confirming the existence of endogenous mechanism that social capital helps to break the resource curse.
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The effect of industrial structure on industrial and service employment: Base on the empirical test of 58 countries
OUYANG Yanyan, CHEN Langnan, GAO Jie
Systems Engineering - Theory & Practice    2016, 36 (10): 2514-2524.   DOI: 10.12011/1000-6788(2016)10-2514-11
Abstract526)      PDF(pc) (994KB)(848)       Save
Based on the panel smooth transfer model, this paper uses the panel data of 58 countries in order to make the empirical analysis of industrial structure's impact on industry and services employment though the global optimal method of simulated annealing (SA) and nonlinear least squares regression. The research find that:urbanization is the effective mechanism to realize the employment effect of industrial structure change and it promotes labor come from agriculture to industry by second industry development and industrial agglomeration. Moreover, enterprise scale is the intrinsic effective mechanism to realize the employment effect of service sectors, because enterprise production expansion and competitiveness increasing make employment optimize. There is a positive promoting in the second industry to industry employment and the third industry to service employment, but inter-industry spillover effects of employment is negative. The employment elasticity caused by industrial structure adjustment is quite small and the employment structure cannot match the economic growth. In addition, the developed countries have stay in the mature stage of industrial structure because the employment spillovers are negative and there is a substituent effect between secondary industry and tertiary industry. But the developing countries still in the adjustment stage of industrial structure because the employment spillovers are positive and there still has surplus human resources to achieve industrial and service sector employment "going together".
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The diffusion effect of regional house prices based on the spatial-temporal model
LIN Rui, LI Xiuting, DONG Jichang
Systems Engineering - Theory & Practice    2016, 36 (10): 2525-2536.   DOI: 10.12011/1000-6788(2016)10-2525-12
Abstract636)      PDF(pc) (1414KB)(879)       Save
This paper aims to understand the fluctuation of China's regional real estate market through the diffusion effects of regional house prices. Using the price diffusion model and the spatial and temporal impulse response function to study the house prices of 30 regions nationwide with the data covering from 2001M1-2014M12, this paper mainly focuses on the impacts respectively from the house price changes from Beijing, Shanghai, Hainan and Zhejiang as four dominant regions on the house price changes of all the regions. As the results show:1) House price changes from Beijing mainly diffuse to the North China, the Southwest and the Northwest. House price changes from Shanghai mainly diffuse to the East China, the Southwest, the North China and the Central China. House price changes from Hainan affect a small range of regions, and mainly diffuse to the East China. House price changes from Zhejiang mainly diffuse to the East China, the Southwest and the Northwest. 2) Currently it is more effective to impact the house price of one region itself directly than to influence the house price by other regional prices indirectly. Even if the so-called house price bubble in Hainan bursted, it may not be able to trigger a nationwide real estate market crisis in the short term. 3) In the house price regulation, price regulation should be sustainable for Beijing, phased for Shanghai and Hainan, and with cautious for Zhejiang.
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Study on evolution of enterprise's energy consumption behavior under public participation
QU Weihua, YAN Zhijun
Systems Engineering - Theory & Practice    2016, 36 (10): 2537-2548.   DOI: 10.12011/1000-6788(2016)10-2537-12
Abstract570)      PDF(pc) (1702KB)(1025)       Save
Enterprise energy consumption leading to environment pollution has been a heavily impact on public health, and hinders sustainable development of ecological civilization. Based on evolutionary game theory, this paper studies interactive mechanisms between public participation in environment management and high pollution industries around public health damage penalty. Three game scenarios, the lower health damage compensation, the higher compensation, the larger enough health damage compensation and high additional sales are established. It shows the influence of different of decision-making parameters and change of initial condition on evolution results by numerical experiments. The research results show that, the evolution of enterprise's energy consumption behavior has significant difference in different scenario. The three main factors, health damage compensation、energy transition costs and additional income contribute to enterprise's transformation strategy and the public participating in environmental management. The public and polluting enterprises converges to {non-participation in environmental management, implementation of energy transformation} with lager enough health damage compensation high implementation of energy transformation of over 95% in polluting enterprises groups and high additional sales. The conclusion has important instruction meaning and reference value for improving public health.
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Foreign final demands' induced effects on China's carbon emissions: From the view of intermediate goods trade
XIAO Hao, CHEN Yani, BI Huimin
Systems Engineering - Theory & Practice    2016, 36 (10): 2549-2561.   DOI: 10.12011/1000-6788(2016)10-2549-13
Abstract622)      PDF(pc) (836KB)(658)       Save
As the global supply chain embodied the intermediate goods trade becomes remarkable and complicated, this article set up a global inter-regional input output model to analyze the China's carbon emission effect induced by the foreign final demand through direct final goods import or indirect intermediate goods import from 1996 to 2009, and examines at the country level for the changes of the whole induced carbon in different periods by the structure decomposition analysis model with five influence factors deduced by both supply side and demand side. The results show that the China's carbon emissions indirectly induced by the foreign final demand except China's final goods content, that is the China's intermediate goods embodied in foreign final demand, are larger and larger. And the induced relationships feature in the Europe and the United States are different from that in East Asian. During the study period, the economic technology effect and the foreign final demand structure effect, which respectively reflecting the carbon emissions embodied in intermediate goods trade of supply side and demand side, are the key driving force to the rise of China's carbon emissions induced by foreign demand. At the country level, the Europe and the United States made biggest contributions in the whole period. And the contribution changes of five influence factors at the country level are more significant after China joined the WTO.
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Impacts of carbon trading price on carbon emission in supply chain under the cap-and-trade system
CHEN Xiaohong, ZENG Xiangyu, WANG Fuqiang
Systems Engineering - Theory & Practice    2016, 36 (10): 2562-2571.   DOI: 10.12011/1000-6788(2016)10-2562-10
Abstract726)      PDF(pc) (589KB)(1438)       Save
In order to investigate the impacts of carbon trading price on carbon emission in supply chain under the cap-and-trade system, which is composed of a manufacture and a retailer. we propose a manufacturer Stackelberg game model, and examine the impacts of carbon trading price on carbon emissions in decentralized decision model and centralized decision model of the supply chain management. It shows that, no matter decentralized decision or centralized decision we adopt, can we find the similar results. For clean manufacturer and low abatement costs-middle emission manufacturer, its optimal per-unit carbon emissions decrease as the carbon trading price increase; For high abatement-middle emission manufacturer, as the carbon trading price increase, the optimal per-unit carbon emissions will decrease at first then increase and decrease at last; For dirty manufacturer the optimal per-unit carbon emissions increase first and then decrease as the carbon trading price increase. As for the optimal per-unit carbon emissions, we find that it is always lower in decentralized decision model than centralized decision.
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Analyzing customers' advanced payment and inventory decision under lateral transshipment strategy
LIU Guanmei, SHAO Xiaofeng, YU Hui
Systems Engineering - Theory & Practice    2016, 36 (10): 2572-2582.   DOI: 10.12011/1000-6788(2016)10-2572-11
Abstract555)      PDF(pc) (800KB)(703)       Save
This paper investigates how retailers determine customers' advanced payment and initial inventory under lateral transshipments strategy. Several interesting results are found through analysis. When customers' advanced payment is exogenous, one retailer's optimal order quantity increases as the other one's decreases and transshipping price increases, but if customers' advanced payment requested by one retailer increases, then the other retailer's optimal order quantity decreases. When customers' advanced payment is endogenous as well as initial inventory is determined, optimal advanced payment increases with increasing of transshipped-in price and descends with rising of the other retailer's inventory. When customers' advanced payment and initial inventory are both decision variables, pure strategy Nash equilibrium exists if the proportion of customers purchasing transshipped products is not less than the ratio of sale loss to sale revenue for transshipped products. For the equilibriums, the only scenario that can't occur is the increasing of transshipped-in price leads to a decrease both in advanced payment and initial inventory. Finally, we use numerical study to test the above findings.
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The comparative study of waste recycling patternbased on recycling consciousness
ZONG Gang, WEI Suhao
Systems Engineering - Theory & Practice    2016, 36 (10): 2583-2589.   DOI: 10.12011/1000-6788(2016)10-2583-07
Abstract586)      PDF(pc) (709KB)(821)       Save
In view of recycling and reuse of used clothing, after analysis of the recycling mode of used clothing, established the economic model of the processors recycling independently (PRI) and the third party recycling (TPR) based on the consumer recycling awareness, and made the comparative analysis of two models. The results show that the two models have the optimal solution, recycling quantity decides the optimal profit scale of two models, the price of the used clothes that the third party enterprise pays and the amount of the back box that the enterprise established decide two models of the pros and cons. The scale economy effect of enterprise recovery by itself is more obvious, externality and rent-seeking profit existence cause the model dividing line shift. Developing the value evaluation criteria for used clothing and improving the recycling awareness of resident is the key point to promote the popularization of the used clothing models in the country.
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